+62.5%
DRAM vs ALL
+32.5%
+30.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -0.3% |
| 7D | -16.6% | +7.5% | -24.2% | -4.8% |
| 30D | -26.9% | +19.7% | -46.6% | +1.4% |
| 3M | -17.8% | +2.9% | -20.7% | -11.4% |
| 6M | +6.2% | +23.5% | -17.3% | +82.5% |
| All | +62.5% | +32.5% | +30.0% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling